A relaxed cutting plane method for semi-infinite semi-definite programming (Q2503018): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.cam.2005.09.013 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1992358917 / rank | |||
Normal rank | |||
Revision as of 00:23, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A relaxed cutting plane method for semi-infinite semi-definite programming |
scientific article |
Statements
A relaxed cutting plane method for semi-infinite semi-definite programming (English)
0 references
13 September 2006
0 references
The authors consider the semi-infinite and semi-definite programming problem (SISDP) and extends the results of \textit{S. J. Li, X. Q. Yang, K. L. Teo} and \textit{S. Y. Wu} [ANZIAM J. 45, No. 4, 477--494 (2004; Zbl 1176.90452)]. After a useful introduction, they proceed to formulate the SISDP and its Lagrangian dual problem, which are used in a cutting plane scheme to optimize the SISDP. The main part of the article investigates several interesting properties of the proposed algorithm using a series of theorems and lemmas, as well as a discretization scheme that uses the proposed methodology. The article concludes with a summary of computational results.
0 references
discretization algorithm
0 references
cutting plane scheme
0 references
numerical examples
0 references
semi-infinite and semi-definite programming
0 references
